Invesco S&P SmallCap Information Technology ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.93% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4375 | 10.32 | |
| 0.0740 | 22.64 | |
| 0.9817 | 487.70 | |
| 9.8010 | 3.13 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
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